Portfolio Construction and Risk Management Book
This post contains the latest version of the Portfolio Construction and Risk Management book by Anton Vorobets.
The PDF version of the Portfolio Construction and Risk Management book is freely available at the bottom of this post.
The accompanying code to the book is available on GitHub at https://github.com/fortitudo-tech/pcrm-book1.
The book has been written through a crowdfunding campaign with top 10 contributors listed below and other significant contributors listed in the preface of the book.
You can still contribute to the project by either becoming a paid subscriber to this publication and getting access to the Applied Quantitative Investment Management course2, or directly to me through Buy Me a Coffee3.
Top 10 contributors acknowledgement
At the 11:59 PM (GMT-8), February 2 deadline, the top 10 ended up being the following:
Charlotte Hansen
Hitesh Sundesha
David Toohey
Anonymous contributor
Anonymous contributor
Andrea Bordoni
Anonymous contributor
Anonymous contributor
Veliko Dinkov Donchev
Matteo Nobile
These contributors had trial access to an institutional-grade implementation of the investment framework from the book.
You can also get a three month personal trial by becoming a founding member of Quantamental Investing publication.
If you want a trial through the investment firm that you work at, please send an email to demo@fortitudo.tech including a description of the company.
Video introduction and latest PDF
This video gives you the fundamental perspectives for studying the book:
The latest PDF version can be downloaded by clicking the download button below.
Accompanying Python code to the Portfolio Construction and Risk Management book: https://github.com/fortitudo-tech/pcrm-book
Applied Quantitative Investment Management course: https://antonvorobets.substack.com/t/course
Anton Vorobets’ Buy Me A Coffee profile: https://buymeacoffee.com/antonvorobets
Impressed, you've done a great job Anton. Congratulations!
Well done and congratulations !